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Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature · Study

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PreprintAmbiguity in Asset Pricing and Portfolio Choice: A Review of the Literature

Massimo Guidolin2010

OA

Preprintgreen2010

Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature

Massimo Guidolin

49 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Economic theories and models

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References

1973The Pricing of Options and Corporate Liabilities 1992The Cross-Section of Expected Stock Returns 2019Theory of games and economic behavior 1992Advances in prospect theory: Cumulative representation of uncertainty 1921Risk, Uncertainty and Profit 1985A Theory of the Term Structure of Interest Rates 1961Risk, Ambiguity, and the Savage Axioms 1985Does the Stock Market Overreact?

Cited by

2017Time-Consistency of Optimal Investment under Smooth Ambiguity 2012Knightian uncertainty and interbank lending 2019Pricing and hedging in incomplete markets with model uncertainty 2019Why Does Entrepreneurial Orientation Affect Company Performance?2017Risk, Ambiguity and Prudence During Adolescence 2024On the Psychological Foundations of Ambiguity and Compound Risk Aversion

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Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations49

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1673494

openalex_workW2114983755

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